Application and generation of the univariate Skew Normal random variable - Archive ouverte HAL Access content directly
Book Sections Year : 2018

Application and generation of the univariate Skew Normal random variable

(1) , (2) , (3)
1
2
3

Abstract

In this paper, for the generating the Skew normal random variables, we propose a new method based on the combination of minimum and maximum of two independent normal random variables. The estimation of parameters using the maximum likelihood estimation and the methods of moments estimation method. A real data set has been considered to illustrate the practical utility of the paper.

Dates and versions

hal-02465231 , version 1 (03-02-2020)

Identifiers

Cite

Dariush Ghorbanzadeh, Philippe Durand, Luan Jaupi. Application and generation of the univariate Skew Normal random variable. Sio-Iong Ao, Len Gelman, Haeng Kon Kim. Transactions on Engineering Technologies. 25th World Congress on Engineering, Springer, pp. 129-138, 2018, Transactions on Engineering Technologies. 25th World Congress on Engineering, 10.1007/978-981-13-0746-1. ⟨10.1007/978-981-13-0746-1⟩. ⟨hal-02465231⟩
24 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More